+31.7%
KRE vs FOXA
+93.7%
-62.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.4% |
| 7D | -1.8% | +0.8% | -2.6% | -2.2% |
| 30D | -4.5% | +5.0% | -9.5% | -6.7% |
| 3M | +2.7% | -3.0% | +5.8% | +2.8% |
| 6M | +16.9% | +14.8% | +2.1% | +6.7% |
| YTD | +15.4% | -8.9% | +24.3% | +18.2% |
| 1Y | +16.1% | +13.3% | +2.8% | +5.1% |
| 3Y | +85.7% | +115.4% | -29.7% | +15.5% |
| All | +31.7% | +93.7% | -62.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling